MRCI Online
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| ScenarioSM Study for December Oats(CBOT) as of Oct 29, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 40 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 15 | 18 | 19 | 25 | 19 | 17 | 20 | 22 | 25 | 25 | 20 | |
| Exceeded High | 10 | 12 | 17 | 16 | 16 | 12 | 14 | 16 | 22 | 16 | 11 | |
| Scenario Percentage | 67% | 67% | 89% | 64% | 84% | 71% | 70% | 73% | 88% | 64% | 55% | |
| Avg Max Increase | 10.36% | 9.28% | 10.01% | 19.67% | 19.95% | 14.18% | 12.71% | 12.92% | 16.46% | 14.44% | 5.79% | |
| Max Increase | 32.94% | 30.42% | 24.73% | 124.03% | 100.39% | 22.60% | 29.75% | 40.25% | 35.52% | 27.44% | 19.32% | |
| Avg Days To Max Increase | 15 | 18 | 15 | 16 | 16 | 14 | 17 | 18 | 16 | 10 | 8 | |
| Avg Max Decline | -1.68% | -3.30% | -1.41% | -1.90% | -3.02% | -1.63% | -5.42% | -3.06% | -2.44% | -2.38% | -1.82% | |
| Max Decline | -6.32% | -12.05% | -7.08% | -6.64% | -9.23% | -5.03% | -9.14% | -10.22% | -7.59% | -9.51% | -6.62% | |
| Avg Days to Max Decline | 9 | 9 | 10 | 9 | 4 | 4 | 8 | 11 | 6 | 10 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
